Have Date and Port of Arrival but no Record?

Have Date and Port of Arrival but no Record?

I am looking for the arrival documentation of Jeremiah McCarthy b. 1864-1869 in Ireland. I located his Naturalization papers from 1890 which state that he arrived in the United States on September 21, 1885 in New York. When I entered all this information into the Castle Garden site it turned up no information. Any possible explanations or am I just not searching hard enough? Thanks.